Alternating direction implicit finite-difference method for financial engineering

Finite difference method (FDM) is widely used to solve partial differential equations (PDE), for example, heat equation is one of the most important differential equations in mathematical physics that can be solved by FDM. One great application of FDM is computational electromagnetic. Another import...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Wang, Dong
Rannpháirtithe: Tan Eng Leong
Formáid: Tráchtas
Teanga:English
Foilsithe / Cruthaithe: 2012
Ábhair:
Rochtain ar líne:http://hdl.handle.net/10356/50951